Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-21 0.493872 0.552648 0.619158 0.700757 0.799237 0.915667 1.065916
2025-09-28 0.414576 0.484951 0.570216 0.683279 0.832734 1.028916 1.315855
2025-10-05 0.384076 0.466000 0.571132 0.720431 0.935184 1.247760 1.770390
2025-10-12 0.369732 0.463377 0.589969 0.781729 1.081611 1.568243 2.516808
2025-10-19 0.336881 0.430926 0.562367 0.770160 1.114392 1.719017 3.049284
2025-10-26 0.313951 0.409055 0.546073 0.771498 1.166294 1.917460 3.802690
2025-11-02 0.288195 0.380290 0.515803 0.745156 1.163469 2.009240 4.372163
2025-11-09 0.262181 0.348839 0.478138 0.701143 1.119261 2.001389 4.669191
2025-11-16 0.247212 0.332571 0.462323 0.691923 1.139159 2.141694 5.558835
2025-11-23 0.242772 0.331712 0.470527 0.725450 1.251018 2.545505 7.955740
2025-11-30 0.232213 0.320488 0.460663 0.724506 1.289963 2.779674 10.100566
2025-12-07 0.220425 0.306495 0.444937 0.710418 1.296630 2.926183 12.146272
2025-12-14 0.210160 0.294901 0.433381 0.705172 1.328530 3.188191 16.101950
2025-12-21 0.198990 0.281143 0.417004 0.688419 1.329546 3.354271 20.264107
2025-12-28 0.197077 0.282346 0.426857 0.726408 1.480115 4.186574 41.651911
2026-01-04 0.198252 0.288711 0.446533 0.788679 1.721127 5.718064 167.191366
2026-01-11 0.189772 0.278041 0.433725 0.777047 1.742522 6.202236 386.273338
2026-01-18 0.183556 0.270901 0.426986 0.778442 1.806181 7.041067 2874.131280
2026-01-25 0.174595 0.258481 0.409235 0.751769 1.770833 7.199927 33467.052949
2026-02-01 0.164201 0.243106 0.384921 0.707195 1.666263 6.779669 34167.772850
2026-02-08 0.158424 0.235634 0.375564 0.697860 1.682204 7.310102 NaN
2026-02-15 0.157663 0.236985 0.383528 0.731817 1.863672 9.605819 NaN
2026-02-22 0.153338 0.231698 0.377867 0.730862 1.915855 10.887914 NaN